Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems

This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.

Accelerating autonomous learning by using heuristic selection of actions

This paper investigates how to make improved action selection for online policy learning in robotic scenarios using reinforcement learning (RL) algorithms. Since finding control policies using any RL algorithm can be very time consuming, we propose to combine RL algorithms with heuristic functions for selecting promising actions during the learning process. With this aim, we investigate the use of heuristics for increasing the rate of convergence of RL algorithms and contribute with a new learning algorithm, Heuristically Accelerated Q-learning (HAQL), which incorporates heuristics for action selection to the Q-Learning algorithm. Experimental results on robot navigation show that the use of even very simple heuristic functions results in significant performance enhancement of the learning rate.

DESIGN OF CONCRETE PLATFORMS OFFSHORE USING THE THREE-LAYER SHELL THEORY

The concrete offshore platforms, which are subjected a several loading combinations and, thus, requires an analysis more generic possible, can be designed using the concepts adopted to shell elements, but the resistance must be verify in particular cross-sections to shear forces. This work about design of shell elements will be make using the three-layer shell theory. The elements are subject to combined loading of membrane and plate, totalizing eight components of internal forces, which are three membrane forces, three moments (two out-of-plane bending moments and one in-plane, or torsion, moment) and two shear forces. The design method adopted, utilizing the iterative process proposed by Lourenco & Figueiras (1993) obtained from equations of equilibrium developed by Gupta (1896) , will be compared to results of experimentally tested shell elements found in the literature using the program DIANA.

Debris flow affecting the Cubatauo Oil Refinery, Brazil

On February 6, 1994, a large debris flow developed because of intense rains in a 800-m-high mountain range called Serra do Cubatao, the local name for the Serra do Mar, located along the coast of the state of Sao Paulo, Brazil. It affected the Presidente Bernardes Refinery, owned by Petrobras, in Cubatao. The damages amounted to about US $40 million because of the muck cleaning, repairs, and 3-week interruption of the operations. This prompted Petrobras to conduct studies, carried out by the authors, to develop protection works, which were done at a cost of approximately US $12 million. The paper describes the studies conducted on debris flow mechanics. A new criteria to define rainfall intensities that trigger debris flows is presented, as well as a correlation of slipped area with soil porosity and rain intensity. Also presented are (a) an actual grain size distribution of a deposited material, determined by laboratory and a large-scale field test, and (b) the size distribution of large boulders along the river bed. Based on theory, empirical experience and back-analysis of the events, the main parameters as the front velocity, the peak discharge and the volume of the transported sediments were determined in a rational basis for the design of the protection works. Finally, the paper describes the set of the protection works built, emphasizing their concept and function. They also included some low-cost innovative works.

Role of price and enforcement in water allocation: Insights from Game Theory

As many countries are moving toward water sector reforms, practical issues of how water management institutions can better effect allocation, regulation, and enforcement of water rights have emerged. The problem of nonavailability of water to tailenders on an irrigation system in developing countries, due to unlicensed upstream diversions is well documented. The reliability of access or equivalently the uncertainty associated with water availability at their diversion point becomes a parameter that is likely to influence the application by users for water licenses, as well as their willingness to pay for licensed use. The ability of a water agency to reduce this uncertainty through effective water rights enforcement is related to the fiscal ability of the agency to monitor and enforce licensed use. In this paper, this interplay across the users and the agency is explored, considering the hydraulic structure or sequence of water use and parameters that define the users and the agency`s economics. The potential for free rider behavior by the users, as well as their proposals for licensed use are derived conditional on this setting. The analyses presented are developed in the framework of the theory of ""Law and Economics,`` with user interactions modeled as a game theoretic enterprise. The state of Ceara, Brazil, is used loosely as an example setting, with parameter values for the experiments indexed to be approximately those relevant for current decisions. The potential for using the ideas in participatory decision making is discussed. This paper is an initial attempt to develop a conceptual framework for analyzing such situations but with a focus on the reservoir-canal system water rights enforcement.

Discrete approximation to the global spectrum of the tangent operator for flow past a circular cylinder

This paper deals with the calculation of the discrete approximation to the full spectrum for the tangent operator for the stability problem of the symmetric flow past a circular cylinder. It is also concerned with the localization of the Hopf bifurcation in laminar flow past a cylinder, when the stationary solution loses stability and often becomes periodic in time. The main problem is to determine the critical Reynolds number for which a pair of eigenvalues crosses the imaginary axis. We thus present a divergence-free method, based on a decoupling of the vector of velocities in the saddle-point system from the vector of pressures, allowing the computation of eigenvalues, from which we can deduce the fundamental frequency of the time-periodic solution. The calculation showed that stability is lost through a symmetry-breaking Hopf bifurcation and that the critical Reynolds number is in agreement with the value presented in reported computations. (c) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

Placement over containers with fixed dimensions solved with adaptive neighborhood simulated annealing

This work deals with the problem of minimizing the waste of space that occurs on a rotational placement of a set of irregular bi-dimensional items inside a bi-dimensional container. This problem is approached with a heuristic based on Simulated Annealing (SA) with adaptive neighborhood. The objective function is evaluated in a constructive approach, where the items are placed sequentially. The placement is governed by three different types of parameters: sequence of placement, the rotation angle and the translation. The rotation applied and the translation of the polygon are cyclic continuous parameters, and the sequence of placement defines a combinatorial problem. This way, it is necessary to control cyclic continuous and discrete parameters. The approaches described in the literature deal with only type of parameter (sequence of placement or translation). In the proposed SA algorithm, the sensibility of each continuous parameter is evaluated at each iteration increasing the number of accepted solutions. The sensibility of each parameter is associated to its probability distribution in the definition of the next candidate.

Robust model predictive controller with output feedback and target tracking

A model predictive controller (MPC) is proposed, which is robustly stable for some classes of model uncertainty and to unknown disturbances. It is considered as the case of open-loop stable systems, where only the inputs and controlled outputs are measured. It is assumed that the controller will work in a scenario where target tracking is also required. Here, it is extended to the nominal infinite horizon MPC with output feedback. The method considers an extended cost function that can be made globally convergent for any finite input horizon considered for the uncertain system. The method is based on the explicit inclusion of cost contracting constraints in the control problem. The controller considers the output feedback case through a non-minimal state-space model that is built using past output measurements and past input increments. The application of the robust output feedback MPC is illustrated through the simulation of a low-order multivariable system.

On the solubility of proteins as a function of pH: Mathematical development and application

Thermodynamic relations between the solubility of a protein and the solution pH are presented in this work. The hypotheses behind the development are that the protein chemical potential in liquid phase can be described by Henry`s law and that the solid-liquid equilibrium is established only between neutral molecules. The mathematical development results in an analytical expression of the solubility curve, as a function of the ionization equilibrium constants, the pH and the solubility at the isoelectric point. It is shown that the same equation can be obtained either by directly calculating the fraction of neutral protein molecules or by integrating the curve of the protein average charge. The methodology was successfully applied to the description of the solubility of porcine insulin as a function of pH at three different temperatures and of bovine beta-lactoglobulin at four different ionic strengths. (C) 2011 Elsevier B.V. All rights reserved.

Robust model predictive control with zone control

Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

Spectral properties of chaotic signals with applications in communications

This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Chaotic Synchronization in Discrete-Time Systems Connected by Bandlimited Channels

Due to the broadband characteristic of chaotic signals, many of the methods that have been proposed for synchronizing chaotic systems do not usually present a satisfactory performance when applied to bandlimited communication channels. Here, the effects of bandwidth limitations imposed by the channel on the synchronous solution of a discrete-time chaotic master-slave network are investigated. The discrete-time system considered in this study is the Henon map. It is analytically shown that synchronism can be achieved in such a network by introducing a digital filter in the feedback loop responsible for generating the chaotic signal that will be sent to the slave node. Numerical simulations relating the filter parameters, such as its order and cut-off frequency, to the maximum Lyapunov exponent of the master node, which determines if the transmitted signal is chaotic or not, are also presented. These results can be useful for practical communication schemes based on chaos.

Singular Perturbation for the Discounted Continuous Control of Piecewise Deterministic Markov Processes

This paper deals with the expected discounted continuous control of piecewise deterministic Markov processes (PDMP`s) using a singular perturbation approach for dealing with rapidly oscillating parameters. The state space of the PDMP is written as the product of a finite set and a subset of the Euclidean space a""e (n) . The discrete part of the state, called the regime, characterizes the mode of operation of the physical system under consideration, and is supposed to have a fast (associated to a small parameter epsilon > 0) and a slow behavior. By using a similar approach as developed in Yin and Zhang (Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach, Applications of Mathematics, vol. 37, Springer, New York, 1998, Chaps. 1 and 3) the idea in this paper is to reduce the number of regimes by considering an averaged model in which the regimes within the same class are aggregated through the quasi-stationary distribution so that the different states in this class are replaced by a single one. The main goal is to show that the value function of the control problem for the system driven by the perturbed Markov chain converges to the value function of this limit control problem as epsilon goes to zero. This convergence is obtained by, roughly speaking, showing that the infimum and supremum limits of the value functions satisfy two optimality inequalities as epsilon goes to zero. This enables us to show the result by invoking a uniqueness argument, without needing any kind of Lipschitz continuity condition.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.